> 
> The size is dominated by the n_features * n_classes coef_ matrix,
> which you can't get rid of just like that. What does your problem look
> like?
> 

Document classification of ~3000 categories with ~12000 documents. 
The number of features comes out to be 500,000 [in which case the joblib
 classifier dumped is 10g]. If I use SelectKbest to select 200000 best features
the size comes down to 4.8g maintain the accuracy to 97%. But I am not sure if
there would be another alternative without sacrificing the accuracy. 



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